PWC vs. MIDE
Compare and contrast key facts about Invesco Dynamic Market ETF (PWC) and Xtrackers S&P MidCap 400 ESG ETF (MIDE).
PWC and MIDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PWC is a passively managed fund by Invesco that tracks the performance of the Dynamic Market Intellidex Index. It was launched on May 1, 2003. MIDE is a passively managed fund by Deutsche Bank that tracks the performance of the S&P MidCap 400 ESG Index. It was launched on Feb 24, 2021. Both PWC and MIDE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PWC vs. MIDE - Performance Comparison
Loading graphics...
PWC vs. MIDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PWC Invesco Dynamic Market ETF | 2.87% | 6.15% | 17.46% | 19.03% | -16.01% | 8.18% |
MIDE Xtrackers S&P MidCap 400 ESG ETF | 2.61% | 9.81% | 11.21% | 15.20% | -11.63% | 11.77% |
Returns By Period
In the year-to-date period, PWC achieves a 2.87% return, which is significantly higher than MIDE's 2.61% return.
PWC
- 1D
- 0.27%
- 1M
- -4.86%
- YTD
- 2.87%
- 6M
- 3.46%
- 1Y
- 6.74%
- 3Y*
- 12.77%
- 5Y*
- 6.71%
- 10Y*
- 9.18%
MIDE
- 1D
- 0.85%
- 1M
- -5.40%
- YTD
- 2.61%
- 6M
- 5.51%
- 1Y
- 19.04%
- 3Y*
- 11.96%
- 5Y*
- 6.70%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PWC vs. MIDE - Expense Ratio Comparison
PWC has a 0.60% expense ratio, which is higher than MIDE's 0.15% expense ratio.
Return for Risk
PWC vs. MIDE — Risk / Return Rank
PWC
MIDE
PWC vs. MIDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Market ETF (PWC) and Xtrackers S&P MidCap 400 ESG ETF (MIDE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| PWC | MIDE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.90 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.77 | 1.39 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.19 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.35 | -0.75 |
Martin ratioReturn relative to average drawdown | 2.73 | 5.59 | -2.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PWC | MIDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.90 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.34 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.37 | -0.26 |
Correlation
The correlation between PWC and MIDE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PWC vs. MIDE - Dividend Comparison
PWC's dividend yield for the trailing twelve months is around 1.73%, more than MIDE's 1.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWC Invesco Dynamic Market ETF | 1.73% | 1.77% | 1.58% | 1.67% | 1.51% | 0.56% | 1.09% | 0.95% | 1.44% | 1.75% | 1.35% | 1.02% |
MIDE Xtrackers S&P MidCap 400 ESG ETF | 1.46% | 1.52% | 1.45% | 1.36% | 1.33% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PWC vs. MIDE - Drawdown Comparison
The maximum PWC drawdown since its inception was -78.13%, which is greater than MIDE's maximum drawdown of -24.59%. Use the drawdown chart below to compare losses from any high point for PWC and MIDE.
Loading graphics...
Drawdown Indicators
| PWC | MIDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.13% | -24.59% | -53.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -14.54% | +3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -24.59% | -1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -39.45% | — | — |
Current DrawdownCurrent decline from peak | -5.11% | -5.94% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -36.46% | -6.67% | -29.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 3.50% | -1.03% |
Volatility
PWC vs. MIDE - Volatility Comparison
The current volatility for Invesco Dynamic Market ETF (PWC) is 3.09%, while Xtrackers S&P MidCap 400 ESG ETF (MIDE) has a volatility of 6.19%. This indicates that PWC experiences smaller price fluctuations and is considered to be less risky than MIDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PWC | MIDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 6.19% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 11.92% | -4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 21.24% | -7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 19.69% | -3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 19.80% | -0.96% |